NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 09-Jun-2014
Day Change Summary
Previous Current
06-Jun-2014 09-Jun-2014 Change Change % Previous Week
Open 102.44 102.78 0.34 0.3% 102.92
High 103.07 104.57 1.50 1.5% 103.69
Low 102.30 102.62 0.32 0.3% 101.60
Close 102.66 104.41 1.75 1.7% 102.66
Range 0.77 1.95 1.18 153.2% 2.09
ATR 1.15 1.20 0.06 5.0% 0.00
Volume 197,758 246,719 48,961 24.8% 925,950
Daily Pivots for day following 09-Jun-2014
Classic Woodie Camarilla DeMark
R4 109.72 109.01 105.48
R3 107.77 107.06 104.95
R2 105.82 105.82 104.77
R1 105.11 105.11 104.59 105.47
PP 103.87 103.87 103.87 104.04
S1 103.16 103.16 104.23 103.52
S2 101.92 101.92 104.05
S3 99.97 101.21 103.87
S4 98.02 99.26 103.34
Weekly Pivots for week ending 06-Jun-2014
Classic Woodie Camarilla DeMark
R4 108.92 107.88 103.81
R3 106.83 105.79 103.23
R2 104.74 104.74 103.04
R1 103.70 103.70 102.85 103.18
PP 102.65 102.65 102.65 102.39
S1 101.61 101.61 102.47 101.09
S2 100.56 100.56 102.28
S3 98.47 99.52 102.09
S4 96.38 97.43 101.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 104.57 101.60 2.97 2.8% 1.16 1.1% 95% True False 202,725
10 104.57 101.60 2.97 2.8% 1.22 1.2% 95% True False 196,143
20 104.57 99.26 5.31 5.1% 1.14 1.1% 97% True False 186,038
40 104.57 98.10 6.47 6.2% 1.16 1.1% 98% True False 128,833
60 104.57 95.73 8.84 8.5% 1.20 1.1% 98% True False 98,252
80 104.57 95.73 8.84 8.5% 1.22 1.2% 98% True False 80,123
100 104.57 91.00 13.57 13.0% 1.20 1.1% 99% True False 66,955
120 104.57 90.40 14.17 13.6% 1.16 1.1% 99% True False 57,392
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Widest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 112.86
2.618 109.68
1.618 107.73
1.000 106.52
0.618 105.78
HIGH 104.57
0.618 103.83
0.500 103.60
0.382 103.36
LOW 102.62
0.618 101.41
1.000 100.67
1.618 99.46
2.618 97.51
4.250 94.33
Fisher Pivots for day following 09-Jun-2014
Pivot 1 day 3 day
R1 104.14 103.97
PP 103.87 103.53
S1 103.60 103.09

These figures are updated between 7pm and 10pm EST after a trading day.

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